Related papers: Differences of solutions of implicit Euler schemes…

We construct and study a time--semidiscretization scheme for the Cauchy problem associated with a linear homogeneous differential equation with the Caputo fractional time derivative of order $\alpha\in(0,1)$ and a spatial sectorial operator…

Anomalous diffusion is a phenomenon that cannot be modeled accurately by second-order diffusion equations, but is better described by fractional diffusion models. The nonlocal nature of the fractional diffusion operators makes substantially…

A variant of the abstract Cauchy-Kovalevskaya theorem is considered. We prove existence and uniqueness of classical solutions to the nonlinear, non-autonomous initial value problem \[ \frac{du(t)}{dt} = A(t)u(t) + B(u(t),t), \ \ u(0) = x \]…

Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method…

In this work we shall show that the Cauchy problem \begin{equation} \left\{ \begin{aligned} &(u_t+u^pu_x+\mathcal H\partial_x^2u+ \alpha\mathcal H\partial_y^2u )_x - \gamma u_{yy}=0 \quad p\in{\nat} &u(0;x,y)=\phi{(x,y)} \end{aligned}…

This paper establishes an existence theory for discrete second-order boundary value problems on non-uniform time grids using the upper and lower solution method. We consider difference equations of the form $u^{\Delta\Delta}(t_{i-1}) +…

We study two classes of linear difference differential equations analogous to Euler-Cauchy ordinary differential equations, but in which multiple arguments are shifted forward or backward by fixed amounts. Special cases of these equations…

This paper investigates the existence of positive solutions for regular discrete second-order single-variable boundary value problems with mixed boundary conditions, including a nonhomogeneous Dirichlet boundary condition, of the form:…

We show the short time existence and uniqueness of solutions to the Cauchy problem for fully nonlinear systems of arbitrary even order on closed manifolds which are strongly parabolic at the initial values. The proof uses a linearization…

Let $A$ be an unbounded operator on a Banach space $X$. It is sometimes useful to improve the operator $A$ by extending it to an operator $B$ on a larger Banach space $Y$ with smaller spectrum. It would be preferable to do this with some…

We prove maximal Schauder regularity for solutions to elliptic systems and Cauchy problems, in the space $C_b(\mathbb{R}^d;\mathbb{R}^m)$ of bounded and continuous functions, associated to a class of nonautonomous weakly coupled…

In this paper we consider the Cauchy problem for $2m$-order stochastic partial differential equations of parabolic type in a class of stochastic Hoelder spaces. The Hoelder estimates of solutions and their spatial derivatives up to order…

Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators are considered. Under some regularity condition assumed for the solution, the rate of convergence of implicit Euler approximations is…

We address the problem of analyticity up to the boundary of solutions to the Euler equations in the half space. We characterize the rate of decay of the real-analyticity radius of the solution $u(t)$ in terms of $\exp{\int_{0}^{t} \Vert…

We consider a monotone increasing operator in an ordered Banach space having $u_-$ and $u_+$ as a strong super- and subsolution, respectively. In contrast with the well studied case $u_+ < u_-$, we suppose that $u_- < u_+$. Under the…

We investigate existence, uniqueness and approximation of solutions to stochastic delay differential equations (SDDEs) under Carath\'eodory-type drift coefficients. Moreover, we also assume that both drift $f=f(t,x,z)$ and diffusion…

In this work, we consider the Cauchy problem for $u' - Au = f$ with $A$ the Laplacian operator on some Riemannian manifolds or a sublapacian on some Lie groups or some second order elliptic operators on a domain. We show the boundedness of…

Let $F$ be a nonlinear Frechet differentiable map in a real Hilbert space. Condition sufficient for existence of a solution to the equation $F(u)=0$ is given, and a method (dynamical systems method, DSM) to calculate the solution as the…

The stochastic Euler scheme is known to converge to the exact solution of a stochastic differential equation with globally Lipschitz continuous drift and diffusion coefficient. Recent results extend this convergence to coefficients which…

In this paper, we establish a sharp Onofri trace inequality on the upper half space $\overline{\mathbb R_+^n} (n\geq 2)$ by considering the limiting case of Sobolev trace inequality and classify its extremal functions on a suitable weighted…